Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.655 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 50554.35 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44272.28 Kr¶

PnL: ---------------------------------------> -503.11 Kr¶

DD now: ---------------------------------> -4.831 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 17:13:36.846750'

Anic Portfolio¶

Today¶

Return: -0.388 %¶

This Week¶

Return: -0.388 %¶

Total portfolio value¶

Return including deposits: 65.502 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.610000 2073.150000 32.300000 1.580000 2040.850000
Hexagon B 26 -0.340000 3441.100000 29.900000 0.880000 3411.200000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.890000 1116.000000 15.000000 1.360000 1101.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
HEXPOL B 8 -0.330000 961.600000 6.400000 0.670000 955.200000
Hennes & Mauritz B 6 -0.550000 915.240000 5.280000 0.580000 909.960000
Hexatronic Group 15 1.970000 1071.600000 3.900000 0.370000 1067.700000
Sagax B 4 -1.770000 886.400000 3.200000 0.360000 883.200000
ASSA ABLOY B 4 -1.430000 991.200000 0.400000 0.040000 990.800000
Sandvik 4 -1.440000 846.000000 0.400000 0.050000 845.600000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
INVISIO 15 -1.450000 3562.500000 0.000000 0.000000 3562.500000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
SKF B 5 -1.390000 977.750000 -0.250000 -0.030000 978.000000
BHG Group 109 -5.520000 1417.000000 -2.180000 -0.150000 1419.180000
Platzer Fastigheter Holding B 12 -1.620000 946.800000 -2.400000 -0.250000 949.200000
Atrium Ljungberg B 5 -1.160000 898.000000 -3.500000 -0.390000 901.500000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Latour B 4 -3.500000 850.000000 -4.000000 -0.470000 854.000000
Biotage 1 -9.380000 143.000000 -4.500000 -3.050000 147.500000
Bufab 3 -1.330000 1067.400000 -5.400000 -0.500000 1072.800000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Addnode Group B 7 -3.250000 896.000000 -7.000000 -0.780000 903.000000
EQT 4 -2.480000 863.600000 -7.200000 -0.830000 870.800000
Gränges 10 3.320000 1028.000000 -8.000000 -0.770000 1036.000000
JM 7 -2.330000 939.400000 -8.400000 -0.890000 947.800000
OX2 12 -4.040000 897.600000 -9.000000 -0.990000 906.600000
Alimak Group 12 -1.070000 994.800000 -9.600000 -0.960000 1004.400000
Byggmax Group 33 -3.300000 947.760000 -17.160000 -1.780000 964.920000
BioGaia B 8 -3.660000 884.000000 -18.400000 -2.040000 902.400000
Vitrolife 3 -3.690000 657.600000 -19.400000 -2.870000 677.000001
Investor B 3 -2.470000 638.550000 -19.450000 -2.960000 657.999999
Catena 2 -3.040000 777.600000 -26.000000 -3.240000 803.600000
Hoist Finance 36 -2.880000 970.200000 -37.800000 -3.750000 1008.000000
VEF 788 -2.480000 1856.530000 -40.970000 -2.160000 1897.504000
Sedana Medical 93 -3.300000 2613.300000 -370.280000 -12.410000 2983.577733
TOTAL 44272.280000 -503.110000 -4.83054% 44775.391732

Updated:¶

'2023-06-19 17:13:53.856900'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶